Job Description

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Direct message the job poster from UnionBank of the Philippines

  • Performs ECL model development and enhancements for all Consumer and SME products
  • Formulates model performance monitoring for all ECL models
  • Provide holistic analysis of the ECL figures ie from risk & business perspective. This includes acquisition, portfolio, and collections risk as well as its relevance in the business
  • Ensures all ECL data and analysis are available during Audit (i.e. SGV, BSP)
  • Implements all Consumer and SME ECL models and ensures alignment to BSP regulatory requirements.
  • Can manage stakeholders on ECL/Reserve outcomes
MUST HAVE
  • At least 2 years work experience in ECL model development in Credit Risk
  • Strong knowledge with various statistical tools (i.e. R programming, Python, SAS, etc.)
  • Strong analytical and technical skills, decision...

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